- Fields of Interest
Dr. PENG Jun Yi is currently an assistant professor at the Institute for Advanced Economic Research at Dongbei University of Finance and Economics. He received his Ph.D. degree from Universidad Carlos III de Madrid in 2019. His research interests are Econometric Theory, Time Series Modelling, and Finance. His current research studies threshold models with unit roots from two different perspectives, a univariate approach by the stochastic unit root models where the randomness of the unit root is driven by other economic variables. On the other hand, from a multivariate perspective by introducing threshold effects in the cointegration relation allowing for the presence of multiple equilibria.